| 殷端.季节调整后的蔬菜价格与CPI 之间关系研究[J].广东农业科学,2013,40(7):201-205 |
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季节调整后的蔬菜价格与CPI 之间关系研究 |
| Research on the relationship between seasonally adjusted price of vegetables and CPI |
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| DOI： |
| 中文关键词: 蔬菜价格 CPI X-12-ARIMA 季节调整模型 VECM 模型 |
| 英文关键词: vegetable prices CPI X-12-ARIMA seasonal adjustment model VECM model |
| 基金项目: |
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| 摘要点击次数: 1396 |
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| 中文摘要: |
| 在采用X-12-ARIMA 季节调整模型剥离白菜、菜椒、黄瓜价格与CPI 季节性影响的基础上，分析了此三类大宗蔬菜价格与CPI 间的关系。协整分析结果表明，3 类蔬菜价格与CPI 间均存在长期稳定的均衡关系；Granger因果关系检验结果表明，CPI 在短期和长期均为影响3 类蔬菜价格的原因，而白菜、黄瓜价格短期内对CPI 的影响差异不显著，但其在长期内对CPI 的作用显著。为正确把握我国蔬菜价格动态，保障居民生活质量水平，应尽快健全蔬菜价格风险预警体系，完善信息流通渠道，加强蔬菜基础设施的优化。 |
| 英文摘要: |
| This paper analyzes the relationship between prices of cabbage, pepper, cucumber and CPI by X-12-ARIMA seasonal adjustment model. Co-integration analysis proves that there is long-term stable equilibrium relationship between the prices of three kinds of staple vegetables and CPI. Granger causality test shows that CPI is essential in forecasting the three vegetable prices fluctuation both in short and long terms. And the prices of cabbage and cucumber are not significant in forecasting CPI in short term but significant in long term. To properly grasp the dynamics of China's vegetable prices and ensure the residents quality of life level, we should improve the vegetable price risk early warning system as soon as possible, perfect the information circulation channels and strengthen the vegetable infrastructure optimization. |
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